Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect

Alex Meistrenko; Carsten Greiner; Hendrik van Hees; Julian Schmidt

Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect

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arxiv 1407.6528 v3 pith:6QFGPFNY submitted 2014-07-24 cond-mat.stat-mech nucl-th

Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect

Julian Schmidt , Alex Meistrenko , Hendrik van Hees , Carsten Greiner This is my paper

classification cond-mat.stat-mech nucl-th

keywords equationlangevinnoisegaussiangeneralizedmethodstationaryanalytical

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We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.

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